Empirical mode decomposition, fractional Gaussian noise and Hurst exponent estimation

Gabriel Rilling, Patrick Flandrin, Paulo Gonçalves. Empirical mode decomposition, fractional Gaussian noise and Hurst exponent estimation. In 2005 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '05, Philadelphia, Pennsylvania, USA, March 18-23, 2005. pages 489-492, IEEE, 2005. [doi]

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